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~isPartOf:"International Journal of Energy Economics and Policy : IJEEP"
~person:"Qabhobho, Thobekile"
~subject:"Volatilität"
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Volatilität
Energiemarkt
3
Energy market
3
Volatility
3
BRICS countries
2
BRICS-Staaten
2
Commodity derivative
2
Estimation
2
Exchange rate
2
Rohstoffderivat
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Schätzung
2
Wechselkurs
2
ARCH model
1
ARCH-Modell
1
Adaptive market hypothesis
1
Asymmetric Effect
1
BRICS
1
Bi-directional causality
1
Capital income
1
Crude oil implied volatility
1
Currency Returns
1
Energy commodities
1
Entropie
1
Entropy
1
Erdöl
1
Heterogeneity
1
Implied Volatilities in Energy Market
1
Kapitaleinkommen
1
Oil price
1
Petroleum
1
Quantile Regression
1
Rényi transfer entropy
1
Spillover effect
1
Spillover-Effekt
1
Theorie
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Theory
1
Time-varying
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Volatility spillover
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Welt
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World
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Qabhobho, Thobekile
Adam, Anokye M.
2
Asafo-Adjei, Emmanuel
2
Abrokwah, Ama Agyeiwaa
1
Alam, Mohammad Nure
1
Anandhabalaji, Veeramani
1
Armenatzoglou, Aggelos
1
Avazkhodjaev, Salokhiddin
1
Babu, Manivannan
1
Beregova, Galyna
1
Boateng, Ebenezer
1
Burakov, Dmitry
1
Freidin, Max
1
Gormus, Alper
1
Gupta, Abhishek Kumar
1
Hariharan, C.
1
Hawaldar, Iqbal Thonse
1
Idun, Anthony Adu Asare
1
Indhumathi, G.
1
Jayapal, Gayathri
1
Kampouris, Ilias
1
Kathiravan, Chinnadurai
1
Kozytskyy, Valeriy
1
Kumar, Santosh
1
Londoño-Hernández, Sandra Milena
1
Manotas-Duque, Diego Fernando
1
Meher, Bharat Kumar
1
Mukhamedov, Farkhod
1
Oliskevyč, Marianna Oleksandrivna
1
Oviedo-Gómez, Andrés
1
Owusu Junior, Peterson
1
Pabyrivska, Nelya
1
Pantos, Themistoclis
1
Polyzos, Stathis
1
Rajendran, Brintha
1
Sathya, J.
1
Shimny, P. S. Shabi
1
Solovyev, Yuriy
1
Soytaş, Uǧur
1
Srinivasan, S.
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International Journal of Energy Economics and Policy : IJEEP
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1
Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in
energy
market
on exchange rate returns in BRICS
Qabhobho, Thobekile
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 231-239
Persistent link: https://www.econbiz.de/10014321451
Saved in:
2
Exploring the time-varying connectedness and contagion effects among exchange rates of BRICS, energy commodities, and volatilities
Qabhobho, Thobekile
;
Adam, Anokye M.
;
Idun, Anthony Adu …
- In:
International Journal of Energy Economics and Policy : IJEEP
13
(
2023
)
2
,
pp. 272-283
Persistent link: https://www.econbiz.de/10014365714
Saved in:
3
Quantifying information transfer between commodities and implied volatilities in the energy markets : a multi-frequency approach
Qabhobho, Thobekile
;
Asafo-Adjei, Emmanuel
;
Owusu …
- In:
International Journal of Energy Economics and Policy : IJEEP
12
(
2022
)
5
,
pp. 472-481
Persistent link: https://www.econbiz.de/10013450599
Saved in:
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